Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.12% | 8.00 CHF | 8.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 610,719 CHF | 611,469 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 601,791 CHF | 602,541 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 613,070 CHF | 613,820 CHF | 98.93% | 98.93% |
15/11/2024 | 0.12% | 8.09 CHF | 8.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 621,384 CHF | 622,134 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.57 CHF | 8.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 637,101 CHF | 637,851 CHF | 100.00% | 100.00% |
13/11/2024 | 0.12% | 8.42 CHF | 8.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 633,653 CHF | 634,403 CHF | 99.88% | 99.88% |
12/11/2024 | 0.11% | 8.69 CHF | 8.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 662,904 CHF | 663,654 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 9.03 CHF | 9.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 673,722 CHF | 674,472 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.71 CHF | 8.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 651,724 CHF | 652,474 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 8.82 CHF | 8.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 657,594 CHF | 658,344 CHF | 99.67% | 99.67% |